CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 1.1097 1.1088 -0.0009 -0.1% 1.1408
High 1.1187 1.1122 -0.0065 -0.6% 1.1430
Low 1.1059 1.1088 0.0029 0.3% 1.1059
Close 1.1059 1.1101 0.0042 0.4% 1.1059
Range 0.0128 0.0034 -0.0094 -73.4% 0.0371
ATR 0.0095 0.0093 -0.0002 -2.4% 0.0000
Volume 31 24 -7 -22.6% 60
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1206 1.1187 1.1120
R3 1.1172 1.1153 1.1110
R2 1.1138 1.1138 1.1107
R1 1.1119 1.1119 1.1104 1.1129
PP 1.1104 1.1104 1.1104 1.1108
S1 1.1085 1.1085 1.1098 1.1095
S2 1.1070 1.1070 1.1095
S3 1.1036 1.1051 1.1092
S4 1.1002 1.1017 1.1082
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.2296 1.2048 1.1263
R3 1.1925 1.1677 1.1161
R2 1.1554 1.1554 1.1127
R1 1.1306 1.1306 1.1093 1.1245
PP 1.1183 1.1183 1.1183 1.1152
S1 1.0935 1.0935 1.1025 1.0874
S2 1.0812 1.0812 1.0991
S3 1.0441 1.0564 1.0957
S4 1.0070 1.0193 1.0855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1430 1.1059 0.0371 3.3% 0.0097 0.9% 11% False False 14
10 1.1540 1.1059 0.0481 4.3% 0.0087 0.8% 9% False False 18
20 1.1540 1.1059 0.0481 4.3% 0.0086 0.8% 9% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1267
2.618 1.1211
1.618 1.1177
1.000 1.1156
0.618 1.1143
HIGH 1.1122
0.618 1.1109
0.500 1.1105
0.382 1.1101
LOW 1.1088
0.618 1.1067
1.000 1.1054
1.618 1.1033
2.618 1.0999
4.250 1.0944
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 1.1105 1.1230
PP 1.1104 1.1187
S1 1.1102 1.1144

These figures are updated between 7pm and 10pm EST after a trading day.

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